Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 13, 2015

Total Value ($000): $253,434 (10.1% shares, 89.9% debt)

Holdings (20)

— GLOBALSTAR INC 38.7%

Value ($000) $98,152 Shares 21,017,521 Est. Cost $7.00 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 11.3%

Value ($000) $28,544 Shares 14,870,000 Est. Cost $1.58 Unrealized —

— VECTOR GROUP LTD 9.4%

Value ($000) $23,745 Shares 16,800,000 Est. Cost $1.36 Unrealized —

— ICONIX BRAND GROUP INC 7.2%

Value ($000) $18,300 Shares 15,449,000 Est. Cost $1.38 Unrealized —

— COBALT INTL ENERGY INC 4.9%

Value ($000) $12,531 Shares 20,000,000 Est. Cost $0.63 Unrealized —

SPY SPDR S&P 500 ETF TR 4.1%

Value ($000) $10,277 Shares 50,000 Est. Cost — Unrealized —

— ACCURAY INC 4.0%

Value ($000) $10,171 Shares 6,600,000 Est. Cost $1.92 Unrealized —

— PDL BIOPHARMA INC 4.0%

Value ($000) $10,058 Shares 7,598,000 Est. Cost $1.30 Unrealized —

— UNITED STATES STL CORP NEW 4.0%

Value ($000) $10,036 Shares 8,000,000 Est. Cost $1.65 Unrealized —

— GENERAL MTRS CO 3.5%

Value ($000) $8,988 Shares 358,392 Est. Cost $25.33 Unrealized —

— EXELIXIS INC 2.5%

Value ($000) $6,235 Shares 10,800,000 Est. Cost $1.00 Unrealized —

— BRISTOW GROUP INC 1.6%

Value ($000) $4,099 Shares 3,902,000 Est. Cost $1.05 Unrealized —

— SOLAZYME INC 1.4%

Value ($000) $3,620 Shares 5,850,000 Est. Cost $1.55 Unrealized —

— CAESARS ENTMT CORP 1.4%

Value ($000) $3,573 Shares 227,709 Est. Cost $15.69 Unrealized —

— STARWOOD PPTY TR INC 0.8%

Value ($000) $2,045 Shares 2,000,000 Est. Cost $1.02 Unrealized —

— KINDER MORGAN INC DEL 0.5%

Value ($000) $1,188 Shares 278,929 Est. Cost $4.26 Unrealized —

— WRIGHT MED GROUP INC 0.4%

Value ($000) $932 Shares 195,000 Est. Cost $4.30 Unrealized —

— QUIKSILVER INC 0.2%

Value ($000) $469 Shares 212,307 Est. Cost $1.72 Unrealized —

— KEYW HLDG CORP 0.2%

Value ($000) $390 Shares 425,000 Est. Cost $0.99 Unrealized —

GULTU GULF COAST ULTRA DEEP RTY TR 0.0%

Value ($000) $81 Shares 64,100 Est. Cost $2.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	GLOBALSTAR INC	21,017,521	$98,152	38.7%	$7.00	—	NOTE 8.000% 4/0	378973AD3
—	MERRIMACK PHARMACEUTICALS IN	14,870,000	$28,544	11.3%	$1.58	—	NOTE 4.500% 7/1	590328AA8
—	VECTOR GROUP LTD	16,800,000	$23,745	9.4%	$1.36	—	FRNT 1/1	92240MAY4
—	ICONIX BRAND GROUP INC	15,449,000	$18,300	7.2%	$1.38	—	NOTE 2.500% 6/0	451055AE7
—	COBALT INTL ENERGY INC	20,000,000	$12,531	4.9%	$0.63	—	NOTE 2.625%12/0	19075FAA4
SPY	SPDR S&P 500 ETF TR	50,000	$10,277	4.1%	—	—	Put	78462F103
—	ACCURAY INC	6,600,000	$10,171	4.0%	$1.92	—	NOTE 3.500% 2/0	004397AD7
—	PDL BIOPHARMA INC	7,598,000	$10,058	4.0%	$1.30	—	NOTE 3.750% 5/0	69329YAC8
—	UNITED STATES STL CORP NEW	8,000,000	$10,036	4.0%	$1.65	—	NOTE 2.750% 4/0	912909AH1
—	GENERAL MTRS CO	358,392	$8,988	3.5%	$25.33	—	*W EXP 07/10/201	37045V118
—	EXELIXIS INC	10,800,000	$6,235	2.5%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
—	BRISTOW GROUP INC	3,902,000	$4,099	1.6%	$1.05	—	NOTE 3.000% 6/1	110394AC7
—	SOLAZYME INC	5,850,000	$3,620	1.4%	$1.55	—	NOTE 6.000% 2/0	83415TAB7
—	CAESARS ENTMT CORP	227,709	$3,573	1.4%	$15.69	—	COM	127686103
—	STARWOOD PPTY TR INC	2,000,000	$2,045	0.8%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	KINDER MORGAN INC DEL	278,929	$1,188	0.5%	$4.26	—	*W EXP 05/25/201	49456B119
—	WRIGHT MED GROUP INC	195,000	$932	0.4%	$4.30	—	RIGHT 03/01/2019	98235T115
—	QUIKSILVER INC	212,307	$469	0.2%	$1.72	—	COM	74838C106
—	KEYW HLDG CORP	425,000	$390	0.2%	$0.99	—	NOTE 2.500% 7/1	493723AA8
GULTU	GULF COAST ULTRA DEEP RTY TR	64,100	$81	0.0%	$2.93	—	ROYALTY TR UNT	40222T104